setUpperTriangle-methods: Set up the upper triangle based on claim data.

Description Usage Arguments Examples

Description

setUpperTriangle sets up the upper triangle based on a data file.

Usage

1
2
3
4
5
6
setUpperTriangle(object, data, ...)

## S4 method for signature 'Triangle,data.frame'
setUpperTriangle(object, data,
  evaluationDate = as.Date("2016-12-31"), lob = "Total",
  ctype = "Total")

Arguments

object

Triangle Object

data

Claim Data

...

Additional function arguments.

evaluationDate

Evaluation Date;

lob

Line of Business;

ctype

Claim Type.

Examples

 1
 2
 3
 4
 5
 6
 7
 8
 9
10
11
12
13
14
15
16
17
18
19
20
21
library(cascsim)
data(claimdata)
xTri <- new("Triangle", triID = "TRI1", type = "reportedCount", startDate=as.Date("2012-01-01"),
frequency="yearly", sim=1, percentile=50)
xTri<-setUpperTriangle(xTri,claimdata)
xTri@upper

xTri <- new("Triangle", triID = "TRI1", type = "closedCount", startDate=as.Date("2012-01-01"),
frequency="quarterly", sim=1, percentile=50)
xTri<-setUpperTriangle(xTri,claimdata)
xTri@upper

xTri <- new("Triangle", triID = "TRI1", type = "incurredLoss", startDate=as.Date("2012-01-01"),
frequency="yearly", sim=1, percentile=50)
xTri<-setUpperTriangle(xTri,claimdata,lob="Auto",ctype="H")
xTri@upper

xTri <- new("Triangle", triID = "TRI1", type = "paidLoss", startDate=as.Date("2012-01-01"),
frequency="yearly", sim=1, percentile=50)
xTri<-setUpperTriangle(xTri,claimdata,lob="Auto",ctype="H")
xTri@upper

cascsim documentation built on Jan. 13, 2020, 5:07 p.m.